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A class of bivariate stochastic orderings, with applications in actuarial sciences

  • Denuit, Michel
  • Lefevre, Claude
  • Mesfioui, M'hamed
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    File URL: http://www.sciencedirect.com/science/article/B6V8N-3XG1X95-5/2/9c807daa81bbfe35587d38bba4957981
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    Article provided by Elsevier in its journal Insurance: Mathematics and Economics.

    Volume (Year): 24 (1999)
    Issue (Month): 1-2 (March)
    Pages: 31-50

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    Handle: RePEc:eee:insuma:v:24:y:1999:i:1-2:p:31-50
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505554

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    1. Shaked, Moshe & Shanthikumar, J. George, 1997. "Supermodular Stochastic Orders and Positive Dependence of Random Vectors," Journal of Multivariate Analysis, Elsevier, vol. 61(1), pages 86-101, April.
    2. Denuit, Michel & Lefevre, Claude, 1997. "Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences," Insurance: Mathematics and Economics, Elsevier, vol. 20(3), pages 197-213, October.
    3. Kaas, R. & Hesselager, O., 1995. "Ordering claim size distributions and mixed Poisson probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 17(2), pages 193-201, October.
    4. Hesselager, Ole, 1996. "A unification of some order relations," Insurance: Mathematics and Economics, Elsevier, vol. 17(3), pages 223-224, April.
    5. George Kimeldorf & Allan Sampson, 1989. "A framework for positive dependence," Annals of the Institute of Statistical Mathematics, Springer, vol. 41(1), pages 31-45, March.
    6. Marco Scarsini, 1988. "Dominance Conditions for Multivariate Utility Functions," Management Science, INFORMS, vol. 34(4), pages 454-460, April.
    7. Dhaene, J. & Goovaerts, M. J., 1997. "On the dependency of risks in the individual life model," Insurance: Mathematics and Economics, Elsevier, vol. 19(3), pages 243-253, May.
    8. Scarsini, Marco, 1985. "Stochastic dominance with pair-wise risk aversion," Journal of Mathematical Economics, Elsevier, vol. 14(2), pages 187-201, April.
    9. Haim Levy, 1992. "Stochastic Dominance and Expected Utility: Survey and Analysis," Management Science, INFORMS, vol. 38(4), pages 555-593, April.
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